+147.9%
CIEN vs WEC
+2,219.5%
-2,071.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -15.2% | -0.3% | -14.9% | -15.1% |
| 30D | -21.5% | -1.3% | -20.2% | -21.1% |
| 3M | -40.1% | -3.9% | -36.1% | -39.4% |
| 6M | -6.6% | -8.3% | +1.7% | -3.6% |
| YTD | +37.3% | +3.1% | +34.2% | +35.2% |
| 1Y | +174.5% | +1.9% | +172.6% | +170.7% |
| 3Y | +562.3% | +41.9% | +520.4% | +456.2% |
| 5Y | +463.9% | +30.8% | +433.2% | +383.7% |
| 10Y | +1,302.4% | +141.9% | +1,160.4% | +760.0% |
| All | +147.9% | +2,219.5% | -2,071.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling